+69.9%
LNT vs CRL
+102.5%
-32.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +1.6% | -1.7% | +3.3% | +1.6% |
| 30D | +12.1% | +14.6% | -2.5% | +11.4% |
| 3M | +8.2% | +24.8% | -16.6% | +7.2% |
| 6M | +3.6% | +94.7% | -91.1% | +0.8% |
| YTD | +16.2% | +73.4% | -57.2% | +13.5% |
| 1Y | +12.8% | +104.7% | -91.9% | +9.0% |
| All | +69.9% | +102.5% | -32.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling